Why? Databases are all about storing data in a structure defined by the relationships between the records. In most cases with files, the relevant data is the metadata or other structured data, not the file.
If you do the math, it's rarely cost effective to store unstructured data in a structured database. Databases are always harder to scale.
On the file side, there are dozens of ways to effectively deliver files that are cheaper, more scalable and simpler for many use cases.